Trading Metrics calculated at close of trading on 20-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
1,877.0 |
1,869.8 |
-7.2 |
-0.4% |
1,893.7 |
High |
1,877.8 |
1,884.7 |
6.9 |
0.4% |
1,904.3 |
Low |
1,855.7 |
1,864.7 |
9.0 |
0.5% |
1,855.7 |
Close |
1,866.9 |
1,878.2 |
11.3 |
0.6% |
1,878.2 |
Range |
22.1 |
20.0 |
-2.1 |
-9.5% |
48.6 |
ATR |
31.5 |
30.7 |
-0.8 |
-2.6% |
0.0 |
Volume |
42,387 |
46,608 |
4,221 |
10.0% |
188,518 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,935.9 |
1,927.0 |
1,889.2 |
|
R3 |
1,915.9 |
1,907.0 |
1,883.7 |
|
R2 |
1,895.9 |
1,895.9 |
1,881.9 |
|
R1 |
1,887.0 |
1,887.0 |
1,880.0 |
1,891.5 |
PP |
1,875.9 |
1,875.9 |
1,875.9 |
1,878.1 |
S1 |
1,867.0 |
1,867.0 |
1,876.4 |
1,871.5 |
S2 |
1,855.9 |
1,855.9 |
1,874.5 |
|
S3 |
1,835.9 |
1,847.0 |
1,872.7 |
|
S4 |
1,815.9 |
1,827.0 |
1,867.2 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,025.2 |
2,000.3 |
1,904.9 |
|
R3 |
1,976.6 |
1,951.7 |
1,891.6 |
|
R2 |
1,928.0 |
1,928.0 |
1,887.1 |
|
R1 |
1,903.1 |
1,903.1 |
1,882.7 |
1,891.3 |
PP |
1,879.4 |
1,879.4 |
1,879.4 |
1,873.5 |
S1 |
1,854.5 |
1,854.5 |
1,873.7 |
1,842.7 |
S2 |
1,830.8 |
1,830.8 |
1,869.3 |
|
S3 |
1,782.2 |
1,805.9 |
1,864.8 |
|
S4 |
1,733.6 |
1,757.3 |
1,851.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,904.3 |
1,855.7 |
48.6 |
2.6% |
23.5 |
1.2% |
46% |
False |
False |
37,703 |
10 |
1,973.3 |
1,854.0 |
119.3 |
6.4% |
34.1 |
1.8% |
20% |
False |
False |
44,908 |
20 |
1,973.3 |
1,854.0 |
119.3 |
6.4% |
31.3 |
1.7% |
20% |
False |
False |
29,723 |
40 |
1,973.3 |
1,854.0 |
119.3 |
6.4% |
29.3 |
1.6% |
20% |
False |
False |
16,964 |
60 |
2,008.2 |
1,854.0 |
154.2 |
8.2% |
30.4 |
1.6% |
16% |
False |
False |
12,246 |
80 |
2,099.2 |
1,854.0 |
245.2 |
13.1% |
35.7 |
1.9% |
10% |
False |
False |
10,147 |
100 |
2,099.2 |
1,795.6 |
303.6 |
16.2% |
34.0 |
1.8% |
27% |
False |
False |
8,740 |
120 |
2,099.2 |
1,698.4 |
400.8 |
21.3% |
32.6 |
1.7% |
45% |
False |
False |
7,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,969.7 |
2.618 |
1,937.1 |
1.618 |
1,917.1 |
1.000 |
1,904.7 |
0.618 |
1,897.1 |
HIGH |
1,884.7 |
0.618 |
1,877.1 |
0.500 |
1,874.7 |
0.382 |
1,872.3 |
LOW |
1,864.7 |
0.618 |
1,852.3 |
1.000 |
1,844.7 |
1.618 |
1,832.3 |
2.618 |
1,812.3 |
4.250 |
1,779.7 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,877.0 |
1,876.4 |
PP |
1,875.9 |
1,874.5 |
S1 |
1,874.7 |
1,872.7 |
|